| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
15,032.25 |
15,185.00 |
152.75 |
1.0% |
14,945.00 |
| High |
15,232.75 |
15,314.25 |
81.50 |
0.5% |
15,607.50 |
| Low |
14,939.75 |
15,163.75 |
224.00 |
1.5% |
14,905.00 |
| Close |
15,167.00 |
15,281.50 |
114.50 |
0.8% |
15,167.00 |
| Range |
293.00 |
150.50 |
-142.50 |
-48.6% |
702.50 |
| ATR |
280.33 |
271.06 |
-9.27 |
-3.3% |
0.00 |
| Volume |
3,008 |
1,561 |
-1,447 |
-48.1% |
13,050 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,704.75 |
15,643.50 |
15,364.25 |
|
| R3 |
15,554.25 |
15,493.00 |
15,323.00 |
|
| R2 |
15,403.75 |
15,403.75 |
15,309.00 |
|
| R1 |
15,342.50 |
15,342.50 |
15,295.25 |
15,373.00 |
| PP |
15,253.25 |
15,253.25 |
15,253.25 |
15,268.50 |
| S1 |
15,192.00 |
15,192.00 |
15,267.75 |
15,222.50 |
| S2 |
15,102.75 |
15,102.75 |
15,254.00 |
|
| S3 |
14,952.25 |
15,041.50 |
15,240.00 |
|
| S4 |
14,801.75 |
14,891.00 |
15,198.75 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,334.00 |
16,953.00 |
15,553.50 |
|
| R3 |
16,631.50 |
16,250.50 |
15,360.25 |
|
| R2 |
15,929.00 |
15,929.00 |
15,295.75 |
|
| R1 |
15,548.00 |
15,548.00 |
15,231.50 |
15,738.50 |
| PP |
15,226.50 |
15,226.50 |
15,226.50 |
15,321.75 |
| S1 |
14,845.50 |
14,845.50 |
15,102.50 |
15,036.00 |
| S2 |
14,524.00 |
14,524.00 |
15,038.25 |
|
| S3 |
13,821.50 |
14,143.00 |
14,973.75 |
|
| S4 |
13,119.00 |
13,440.50 |
14,780.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,607.50 |
14,939.75 |
667.75 |
4.4% |
326.25 |
2.1% |
51% |
False |
False |
2,500 |
| 10 |
15,607.50 |
14,792.00 |
815.50 |
5.3% |
289.75 |
1.9% |
60% |
False |
False |
2,447 |
| 20 |
16,088.75 |
14,792.00 |
1,296.75 |
8.5% |
271.00 |
1.8% |
38% |
False |
False |
2,309 |
| 40 |
16,264.25 |
14,792.00 |
1,472.25 |
9.6% |
245.00 |
1.6% |
33% |
False |
False |
1,942 |
| 60 |
16,264.25 |
14,612.75 |
1,651.50 |
10.8% |
242.75 |
1.6% |
40% |
False |
False |
1,602 |
| 80 |
16,264.25 |
13,303.00 |
2,961.25 |
19.4% |
227.00 |
1.5% |
67% |
False |
False |
1,218 |
| 100 |
16,264.25 |
13,083.00 |
3,181.25 |
20.8% |
205.25 |
1.3% |
69% |
False |
False |
975 |
| 120 |
16,264.25 |
12,150.00 |
4,114.25 |
26.9% |
191.25 |
1.3% |
76% |
False |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,954.00 |
|
2.618 |
15,708.25 |
|
1.618 |
15,557.75 |
|
1.000 |
15,464.75 |
|
0.618 |
15,407.25 |
|
HIGH |
15,314.25 |
|
0.618 |
15,256.75 |
|
0.500 |
15,239.00 |
|
0.382 |
15,221.25 |
|
LOW |
15,163.75 |
|
0.618 |
15,070.75 |
|
1.000 |
15,013.25 |
|
1.618 |
14,920.25 |
|
2.618 |
14,769.75 |
|
4.250 |
14,524.00 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,267.25 |
15,279.00 |
| PP |
15,253.25 |
15,276.25 |
| S1 |
15,239.00 |
15,273.50 |
|